Turn the oven on to 400°F.

In a large bowl, toss the butternut squash with olive oil, salt and pepper. Spread on to a baking tray in an even layer. Bake for about 30 minutes until tender.

Bring 2 cups water and 2 cups milk to a boil in a medium saucepan. Slowly pour in the polenta in an even stream, whisking continuously until the polenta begins to thicken, around 1 to 2 minutes.

Turn the heat down to low, cook for 4-5 minutes, whisking, until the polenta is thick and creamy.

Remove from the heat and whisk in the cream cheese, Parmesan and cheddar until combined. Season with salt and pepper.

Cover to keep warm before serving.

Heat a large skillet over medium high heat, add butter, shallots, garlic, capers and anchovies.  Stir together for a minute until shallots and garlic have softened.

Add Swiss chard and butternut squash and toss together, season with salt and pepper.

In a medium bowl, whisk the mascarpone with 3 Tbsp of whole milk until smooth, season with salt and pepper to taste.

Serve the polenta onto a larger serving platter. Top with the squash mixture and mascarpone cheese.

Serve immediately.